Market Risk Officer
Job
Objective
Ensure timely and accurate development and submission of
Market risk analysis and Balance Sheet reports to Management
Roles &
Responsibilities
Extract data and monitor group
positions
Responsible for periodic balance sheet
stress testing
Responsible for contingency funding
plan maintenance and testing, to ensure that there are contingencies for systemic
crises e.g. liquidity issues
Monitor compliance with regulatory and
internal limits
Produce daily market risk reports
Monitor proposed limits for indicators
Monitor external and market risk
indicators
Collect market data and conduct
statistical analysis
Conduct risk assessment on new trading
products
Carry out P & L attribution
analysis
Maintain valuation rates
Responsible for trading portfolio
stress testing to see the impact of systemic variations on the bank’s position
Responsible for trading book risk
reporting
Monitor commodity prices, exchange
rates, interest rates and update the daily spot/monthly average prices database
Manage daily collateral placement with
counterparties for derivative transactions
Monitors Key Risk indicators across
the Subsidiary and produces relevant management reports
Key Performance Indicators
Timely delivery of standard analysis
and reports
Responsiveness to information on
changes in market trends
High internal and external customer
satisfaction index
Good external risk rating
Compliance with internal and external
policies and regulations
Job Requirements
Minimum of Bachelor’s Degree (MBA,
MSC, MA, ML and/or Professional Qualifications compulsory)
Minimum of 4 – 7 years banking
experience; minimum of 6 – 9 years non-banking but related experience
Key Competency Requirements
Broad knowledge of financial
accounting with ability to analyze and interpret corporate financial statements
Good knowledge of risk assessment
Good knowledge of the Country’s
economy and market dynamics
Good knowledge of the bank’s policies
and procedures
Key Skills
Good analytical skills
Excellent writing skills
Good presentation skills
Good interpersonal skills
Strong team player and excellent
organization skills
Strong attention to details and
ability to work under pressure
How to Apply
